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Filtering for live data stream #539

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JoshAquila opened this issue Nov 18, 2024 · 0 comments
Open

Filtering for live data stream #539

JoshAquila opened this issue Nov 18, 2024 · 0 comments

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@JoshAquila
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Hey there!

We are using Node.js and Express to connect to Finnhub's websocket and are running into issues filtering the data during normal trading hours. The OHLC goes crazy sometimes. We have been trying to implement the following: https://docs.google.com/spreadsheets/d/1PUxiSWPHSODbaTaoL2Vef6DgU-yFtlRGZf19oBb9Hp0/edit?gid=0#gid=0

But the data always seems to get filtered inaccurately. Does anyone have any example of how this data should filter? Currently, we are only using Consolidated Processing and only updating High/Low (because we can't update last with a live data stream). Any example would be great. Haha.

Thanks!

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